The After Livermore Challenge

After making more modifications to the Livermore Master Key script and opting for a higher performance level, it was time to test the new script against a list of stocks. The obvious choice was of course the same list of stocks as in the previous test, otherwise how could one compare results.

Making several modifications to an existing script all at once and hoping for the best is not what one would call orthodox development procedures. However, if you knew what your modifications would do, meaning that they were all within your trading philosophy and methodology, then why not.

This new version of the script integrates more of the preset behavior and is set to operate at what I estimate to be level 1 which requires more performance output meaning more profits.

There is only one way to show that indeed the modifications where worthwhile and that is to present the results; so here they are:

After Livermore Challenge Model 05 Level 1


The items I find remarkable are:

    1. The sum of all losses for the entire stock list over the 5.83 years test interval is less than 1% of total profits.
    2. The improvements, what ever they were, did indeed improve performance results for all the stocks in the list, not just a few here and there.
    3. The win ratio is over 80% where the average profit is over $19,000 while the average loss is less than $ 400.
    4. Over 60% of stocks on average lost less than $100 when executing their stop losses.
    5. Achieving over 100% annual compounded return over a 5.83 years investment period is certainly more than remarkable.

The Alpha Power trading methodology which tries to trade over its accumulation functions using the excess equity buildup may have something going for it after all. Well at least it is my opinion backed by my mathematical model.


AAPL 2/6/2011 :: After The  Livermore Challenge ADM  2/6/2011 :: After The  Livermore Challenge AGQ  2/6/2011 :: After The  Livermore Challenge AMZN  2/6/2011 :: After The  Livermore Challenge


BHH  2/6/2011 :: After The  Livermore Challenge BIDU  2/6/2011 :: After The  Livermore Challenge CCK  2/6/2011 :: After The  Livermore Challenge CF  2/6/2011 :: After The  Livermore Challenge


CMG  2/6/2011 :: After The  Livermore Challenge CRDN  2/6/2011 :: After The  Livermore Challenge CSX  2/6/2011 :: After The  Livermore Challenge DBS  2/6/2011 :: After The  Livermore Challenge


DDS  2/6/2011 :: After The  Livermore Challenge DIT  2/6/2011 :: After The  Livermore Challenge ERX  2/6/2011 :: After The  Livermore Challenge GLD  2/6/2011 :: After The  Livermore Challenge


GTLS  2/6/2011 :: After The  Livermore Challenge IBM  2/6/2011 :: After The  Livermore Challenge IMAX  2/6/2011 :: After The  Livermore Challenge IPGP  2/6/2011 :: After The  Livermore Challenge


JNPR  2/6/2011 :: After The  Livermore Challenge NFLX  2/6/2011 :: After The  Livermore Challenge NTES  2/6/2011 :: After The  Livermore Challenge PAAS  2/6/2011 :: After The  Livermore Challenge


PANL  2/6/2011 :: After The  Livermore Challenge PCLN  2/6/2011 :: After The  Livermore Challenge SCCO  2/6/2011 :: After The  Livermore Challenge SINA  2/6/2011 :: After The  Livermore Challenge


SLV  2/6/2011 :: After The  Livermore Challenge SLW  2/6/2011 :: After The  Livermore Challenge SOHU  2/6/2011 :: After The  Livermore Challenge SRZ  2/6/2011 :: After The  Livermore Challenge


TBL  2/6/2011 :: After The  Livermore Challenge TDSC  2/6/2011 :: After The  Livermore Challenge TRMB  2/6/2011 :: After The  Livermore Challenge TRN  2/6/2011 :: After The  Livermore Challenge


TSCO  2/6/2011 :: After The  Livermore Challenge TZOO  2/6/2011 :: After The  Livermore Challenge ULTA  2/6/2011 :: After The  Livermore Challenge URI  2/6/2011 :: After The  Livermore Challenge


WLK  2/6/2011 :: After The  Livermore Challenge WTW  2/6/2011 :: After The  Livermore Challenge XOP  2/6/2011 :: After The  Livermore Challenge

Created on ... June 2, 2011 © Guy R. Fleury. All rights reserved.